public async Task InsertOrReplaceAsync(QuoteTimeoutSettings quoteTimeoutSettings)
{
var entity = new QuoteTimeoutSettingsEntity(GetPartitionKey(), GetRowKey());
Mapper.Map(quoteTimeoutSettings, entity);
await _storage.InsertOrReplaceAsync(entity);
}
private async Task ValidateQuoteAsync(IReadOnlyCollection <LimitOrder> limitOrders, Quote quote)
{
QuoteTimeoutSettings quoteTimeoutSettings = await _quoteTimeoutSettingsService.GetAsync();
if (quoteTimeoutSettings.Enabled && DateTime.UtcNow - quote.Time > quoteTimeoutSettings.Value)
{
_log.WarningWithDetails("Quote timeout is expired", new
{
quote,
Timeout = quoteTimeoutSettings.Value
});
SetError(limitOrders, LimitOrderError.InvalidQuote);
}
}
public async Task <QuoteTimeoutSettings> GetAsync()
{
QuoteTimeoutSettings quoteTimeoutSettings = _cache.Get(CacheKey);
if (quoteTimeoutSettings == null)
{
quoteTimeoutSettings = await _quoteTimeoutSettingsRepository.GetAsync();
if (quoteTimeoutSettings == null)
{
quoteTimeoutSettings = new QuoteTimeoutSettings
{
Enabled = true,
Value = TimeSpan.FromSeconds(5)
};
}
_cache.Initialize(new[] { quoteTimeoutSettings });
}
return(quoteTimeoutSettings);
}
public async Task <QuoteTimeoutSettingsModel> GetQuoteTimeoutSettingsAsync()
{
QuoteTimeoutSettings quoteTimeoutSettings = await _quoteTimeoutSettingsService.GetAsync();
return(Mapper.Map <QuoteTimeoutSettingsModel>(quoteTimeoutSettings));
}
public void TestInitialize()
{
_assets.AddRange(new[]
{
new Asset
{
Id = "USD",
Accuracy = 2
},
new Asset
{
Id = "BTC",
Accuracy = 8
}
});
_assetPairs.Add(new AssetPair
{
Id = "BTCUSD",
BaseAssetId = "BTC",
QuotingAssetId = "USD",
Accuracy = 3,
InvertedAccuracy = 8,
MinVolume = 0.0001,
MinInvertedVolume = 1
});
_balances.AddRange(new[]
{
new Balance(ExchangeNames.Lykke, "BTC", 1000000),
new Balance(ExchangeNames.Lykke, "USD", 1000000)
});
_quoteTimeoutSettings = new QuoteTimeoutSettings
{
Enabled = true,
Error = TimeSpan.FromSeconds(1)
};
_balanceServiceMock.Setup(o => o.GetByAssetIdAsync(It.IsAny <string>(), It.IsAny <string>()))
.Returns((string exchange, string assetId) =>
{
return(Task.FromResult(_balances.Single(o => o.Exchange == exchange && o.AssetId == assetId)));
});
_assetsServiceWithCacheMock
.Setup(o => o.TryGetAssetAsync(It.IsAny <string>(), It.IsAny <CancellationToken>()))
.Returns((string assetId, CancellationToken token) =>
{
return(Task.FromResult(_assets.Single(o => o.Id == assetId)));
});
_assetsServiceWithCacheMock
.Setup(o => o.TryGetAssetPairAsync(It.IsAny <string>(), It.IsAny <CancellationToken>()))
.Returns((string assetPairId, CancellationToken token) =>
{
return(Task.FromResult(_assetPairs.Single(o => o.Id == assetPairId)));
});
_instrumentServiceMock.Setup(o => o.GetAllAsync())
.Returns(() => Task.FromResult <IReadOnlyCollection <Instrument> >(_instruments));
_quoteTimeoutSettingsServiceMock.Setup(o => o.GetAsync())
.Returns(() => Task.FromResult(_quoteTimeoutSettings));
_pnLStopLossEngineService.Setup(o => o.GetTotalMarkupByAssetPairIdAsync(It.IsAny <string>()))
.Returns(() => Task.FromResult(0m));
_orderBooksUpdatesReportPublisher.Setup(o => o.PublishAsync(It.IsAny <OrderBookUpdateReport>()))
.Returns(() => Task.FromResult(0m));
_service = new MarketMakerService(
_instrumentServiceMock.Object,
_lykkeExchangeServiceMock.Object,
_orderBookServiceMock.Object,
_balanceServiceMock.Object,
_marketMakerStateServiceMock.Object,
_quoteServiceMock.Object,
_b2C2OrderBookServiceMock.Object,
_quoteTimeoutSettingsServiceMock.Object,
_summaryReportServiceMock.Object,
_positionServiceMock.Object,
_assetsServiceWithCacheMock.Object,
_marketMakerSettingsServiceMock.Object,
_tradeServiceMock.Object,
_assetPairLinkServiceMock.Object,
_pnLStopLossEngineService.Object,
_fiatEquityStopLossService.Object,
_noFreshQuotesStopLossService.Object,
_orderBooksUpdatesReportPublisher.Object,
false,
EmptyLogFactory.Instance);
}
public async Task UpdateAsync(QuoteTimeoutSettings quoteTimeoutSettings, string userId)
{
await _quoteTimeoutSettingsRepository.InsertOrReplaceAsync(quoteTimeoutSettings);
_cache.Set(quoteTimeoutSettings);
}
public async Task SaveAsync(QuoteTimeoutSettings quoteTimeoutSettings)
{
await _quoteTimeoutSettingsRepository.InsertOrReplaceAsync(quoteTimeoutSettings);
_cache.Set(quoteTimeoutSettings);
}